Description of the desired feature

Changing gmt defaults in GMT CLI:

1. gmt set PAR1=value1 PAR2=value2
2. gmt plot ... --PAR1=value1 --PAR2=value2

In pygmt, these two should be:

1. gmt.set(PAR1=value1, PAR2=value2)
2. gmt.plot(projection="xxx", region="xxx", PAR1=value1, PAR2=value2)

Another way is using dict, e.g. gmt.conf['PAR1']=value1, which seems more pythonic. But we need call gmt set for each assignment. I'm not sure if it's technically possible.